Parisian ruin for a refracted Lévy process (Q2397862)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin for a refracted Lévy process |
scientific article |
Statements
Parisian ruin for a refracted Lévy process (English)
0 references
24 May 2017
0 references
Parisian ruin
0 references
adaptive premium
0 references
refracted Lévy process
0 references
Lévy risk models
0 references
scale functions
0 references
